Unless you've built a Teepee, it's usually impossible to build a fire inside your shelter. Ring your campfire with grapefruit sized rocks. You can't take the fire into your shelter with you, but you can wrap hot rocks in spare clothing and use them inside your shelter or bedroll like hot water bottles. You can also bury 3 or 4 of them directly under your bedroll to heat the ground. That gives you several hours of continuous heat and a good night's sleep. Exchange them for hot ones as they cool off. Be cautious not to use rocks from stream beds or lakes. Those are waterlogged and can explode if you heat them, sending sharp rock shards flying thru your campsite like shrapnel. (Don't ask how I know that).
My camping pack carries two old shower curtains, with which I can make a comfortable teepee or weatherproof shelter. The teepee lets me build a small "one-hand" fire inside, which I can't do in other shelters. The shower curtains are free each time the wife decides she wants new ones, and the silly designs and colors stand out in any wilderness environment. They have handy grommets along one side and they're excellent size for a one-man shelter. They're not as weightless as Tyvek, but they are 100% waterproof and actually provide some degree of insulation. Washing them with bleach in the washer will remove all the embarrassing seahorses and clamshells if you don't want your rescuers laughing at you.
Even a small fire inside a shower curtain teepee will light it up like an inverted ice-cream cone from outside, making it easy to see and find your camp in the dark. If you've ever left your survival shelter to gather firewood and turned around and found it 'gone' as darkness fell, you'll appreciate that.
In each of my survival kits I carry at least one heavy-duty contractor's garbage bag. These are 10mil thick and come in several colors, including red and yellow. Available by the box, cheap at any Home Depot. I can use them to carry stuff, collect water, create a solar still, signal my position, cut them open for shelter tarps or ground cloths or just crawl into them as sleeping bags. They are weightless and take no space. These bags make a very quick and handy instant shelter against the unexpected storm. My buddy used one over his head to escape a hive of bees he accidentally riled. Mine have saved me from mosquitos overnight. Whatever works!